Umberto Cherubini

Available identifiers

zbMath Open cherubini.umbertoMaRDI QIDQ504913

List of research outcomes

Publication	Date of Publication	Type
Option pricing generators	2023-07-25	Paper
Estimating redenomination risk under Gumbel-Hougaard survival copulas	2021-12-03	Paper
Hierarchical Archimedean dependence in common shock models	2021-11-09	Paper
Extensions and distortions of \(\lambda\)-fuzzy measures	2021-08-23	Paper
Convolution copula econometrics	2017-01-17	Paper
Granger Independent Martingale Processes	2016-07-06	Paper
\textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe	2015-12-22	Paper
Contagion-based distortion risk measures	2015-05-19	Paper
A Convolution-Based Autoregressive Process	2013-09-20	Paper
On the distribution of the (un)bounded sum of random variables	2011-08-01	Paper
A copula-based model of speculative price dynamics in discrete time	2011-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q3574012	2010-07-09	Paper
THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS	2010-03-12	Paper
Computing the Volume ofn-Dimensional Copulas	2009-12-16	Paper
A lattice model with incomplete information: A credit risk application	2009-01-09	Paper
A Copula-Based Model of the Term Structure of CDO Tranches	2008-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q5297903	2007-07-13	Paper
https://portal.mardi4nfdi.de/entity/Q3412547	2006-12-27	Paper
A note on adjusting correlation matrices	2002-09-05	Paper
Liquidity and credit risk	2002-09-05	Paper
Fuzzy measures and asset prices: accounting for information ambiguity	2002-09-04	Paper
Neural networks for contingent claim pricing via the Galerkin method	2001-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q4251754	2000-10-11	Paper

Research outcomes over time

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